The subdifferentiability of functions convex with respect to the set of Lipschitz concave functions

Abstract

A function defined on normed vector spaces X is called convex with respect to the set LĈ := LĈ (X,R ) ofLipschitz continuous classically concave functions (further, for brevity, LĈ -convex), if it is the upper envelope of some subset of functions from LĈ. A function f is LĈ -convex if and only if it is lower semicontinuous and bounded from below by a Lipschitz function. We introduce the notion of LĈ -subdifferentiability of a function at a point, i. e., subdifferentiability with respect to Lipschitz concave functions, which generalizes the notion of subdifferentiability of classically convex functions, and prove that for each LĈ -convex function the set of points at which it is LĈ -subdifferentiable is dense in its effective domain. The last result extends the well-known Brondsted – Rockafellar theorem on the existence of the subdifferential for classically convex lower semicontinuous functions to the more wide class of lower semicontinuous functions. Using elements of the subset LĈ θ ⊂ LĈ, which consists of Lipschitz continuous functions vanishing at the origin of X we introduce the notions of LĈ θ -subgradient and LĈ θ -subdifferential for a function at a point.The properties of LĈ -subdifferentials and their relations with the classical Fenchel – Rockafellar subdifferential are studied. Considering the set LČ := LČ (X,R ) of Lipschitz continuous classically convex functions as elementary ones we define the notions of LČ -concavity and LČ -superdifferentiability that are symmetric to the LĈ -convexity and LĈ -subdifferentiability of functions. We also derive criteria for global minimum and maximum points of nonsmooth functions formulated in terms of LĈ θ -subdifferentials and LČ θ -superdifferentials.